Optimal financing and dividend policy with Markovian switching regimes

DOI10.1080/03610926.2015.1035393zbMath1411.91329OpenAlexW2315282727MaRDI QIDQ2978980

Huiming Zhu, Chao Deng, Ya Huang, Yingchun Deng

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1035393

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal dividendMarkov regime switchingequity issuanceupward jump model

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (1)

On the dividends of the risk model with Markovian barrier

Cites Work

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• Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
• On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
• Some Optimal Dividends Problems
• Ruin Probabilities of a Dual Markov-Modulated Risk Model

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